Help with Chrome

If I get a PM, I will get the pop up letting me know I have gotten one as I have that set in my CP. If I chose to view it in another window I get nothing. No new window, tab, nothing. I have to either leave the thread I am in or manually open a new tab and come all the way back to my inbox to view it. Do any of you guys know what setting I need to change. Doesn't seem like a pop up blocker as that would stop the PM notification wouldn't it?